def testNegativeBinomialSample(self):
with self.cached_session() as sess:
probs = [.3, .9]
total_count = [4., 11.]
n = int(100e3)
negbinom = negative_binomial.NegativeBinomial(
total_count=total_count, probs=probs)
samples = negbinom.sample(n, seed=12345)
self.assertEqual([n, 2], samples.get_shape())
sample_mean = math_ops.reduce_mean(samples, axis=0)
sample_var = math_ops.reduce_mean(
(samples - sample_mean[array_ops.newaxis, ...])**2., axis=0)
sample_min = math_ops.reduce_min(samples)
[sample_mean_, sample_var_,
sample_min_] = sess.run([sample_mean, sample_var, sample_min])
self.assertAllEqual(np.ones(sample_min_.shape, dtype=np.bool),
sample_min_ >= 0.0)
for i in range(2):
self.assertAllClose(sample_mean_[i],
stats.nbinom.mean(total_count[i],
1 - probs[i]),
atol=0.,
rtol=.02)
self.assertAllClose(sample_var_[i],
stats.nbinom.var(total_count[i],
1 - probs[i]),
atol=0.,
rtol=.02)
def testLogits(self):
logits = [[0., 9., -0.5]]
with self.cached_session():
negbinom = negative_binomial.NegativeBinomial(total_count=3.,
logits=logits)
self.assertEqual([1, 3], negbinom.probs.get_shape())
self.assertEqual([1, 3], negbinom.logits.get_shape())
self.assertAllClose(logits, negbinom.logits.eval())
def testNegativeBinomialStddev(self):
with self.cached_session():
total_count = 5.
probs = np.array([.1, .3, .25], dtype=np.float32)
negbinom = negative_binomial.NegativeBinomial(
total_count=total_count, probs=probs)
expected_stds = stats.nbinom.std(n=total_count, p=1 - probs)
self.assertEqual([3], negbinom.stddev().get_shape())
self.assertAllClose(expected_stds, negbinom.stddev().eval())
def testNegativeBinomialLogCdfValidateArgs(self):
with self.cached_session():
batch_size = 6
probs = [.9] * batch_size
total_count = 5.
with self.assertRaisesOpError("Condition x >= 0"):
negbinom = negative_binomial.NegativeBinomial(
total_count=total_count, probs=probs, validate_args=True)
negbinom.log_cdf(-1.).eval()
def testLogProbUnderflow(self):
with self.cached_session() as sess:
logits = np.float32([-90, -100, -110])
total_count = np.float32(1.)
x = np.float32(0.)
nb = negative_binomial.NegativeBinomial(total_count=total_count,
logits=logits)
log_prob_ = sess.run(nb.log_prob(x))
self.assertAllEqual(np.ones_like(log_prob_, dtype=np.bool),
np.isfinite(log_prob_))
def testInvalidNegativeCount(self):
invalid_rs = [
-.01,
0.,
-2.,
]
with self.cached_session():
with self.assertRaisesOpError("Condition x > 0"):
negbinom = negative_binomial.NegativeBinomial(
total_count=invalid_rs, probs=0.1, validate_args=True)
negbinom.total_count.eval()
def testNegativeBinomialShapeBroadcast(self):
with self.cached_session():
probs = [[.1, .2, .3]] * 5
total_count = [[2.]] * 5
negbinom = negative_binomial.NegativeBinomial(
total_count=total_count, probs=probs)
self.assertAllEqual([5, 3], negbinom.batch_shape_tensor().eval())
self.assertAllEqual(tensor_shape.TensorShape([5, 3]),
negbinom.batch_shape)
self.assertAllEqual([], negbinom.event_shape_tensor().eval())
self.assertAllEqual(tensor_shape.TensorShape([]),
negbinom.event_shape)
def testInvalidP(self):
invalid_ps = [
-.01,
0.,
-2.,
]
with self.cached_session():
with self.assertRaisesOpError("Condition x >= 0"):
negbinom = negative_binomial.NegativeBinomial(
5., probs=invalid_ps, validate_args=True)
negbinom.probs.eval()
invalid_ps = [
1.01,
2.,
1.001,
]
with self.cached_session():
with self.assertRaisesOpError(
"probs has components greater than 1."):
negbinom = negative_binomial.NegativeBinomial(
5., probs=invalid_ps, validate_args=True)
negbinom.probs.eval()
def testNegativeBinomialLogPmfValidateArgs(self):
with self.cached_session():
batch_size = 6
probs = [.9] * batch_size
total_count = 5.
x = array_ops.placeholder(dtypes.float32, shape=[6])
feed_dict = {x: [2.5, 3.2, 4.3, 5.1, 6., 7.]}
negbinom = negative_binomial.NegativeBinomial(
total_count=total_count, probs=probs, validate_args=True)
with self.assertRaisesOpError("Condition x == y"):
log_pmf = negbinom.log_prob(x)
log_pmf.eval(feed_dict=feed_dict)
with self.assertRaisesOpError("Condition x >= 0"):
log_pmf = negbinom.log_prob([-1.])
log_pmf.eval(feed_dict=feed_dict)
negbinom = negative_binomial.NegativeBinomial(
total_count=total_count, probs=probs, validate_args=False)
log_pmf = negbinom.log_prob(x)
self.assertEqual([6], log_pmf.get_shape())
pmf = negbinom.prob(x)
self.assertEqual([6], pmf.get_shape())
def testNegativeBinomialLogPmf(self):
with self.cached_session():
batch_size = 6
probs = [.2] * batch_size
probs_v = .2
total_count = 5.
x = np.array([2., 3., 4., 5., 6., 7.], dtype=np.float32)
negbinom = negative_binomial.NegativeBinomial(
total_count=total_count, probs=probs)
expected_log_pmf = stats.nbinom.logpmf(x,
n=total_count,
p=1 - probs_v)
log_pmf = negbinom.log_prob(x)
self.assertEqual([6], log_pmf.get_shape())
self.assertAllClose(expected_log_pmf, log_pmf.eval())
pmf = negbinom.prob(x)
self.assertEqual([6], pmf.get_shape())
self.assertAllClose(np.exp(expected_log_pmf), pmf.eval())
def testNegativeBinomialLogPmfMultidimensional(self):
with self.cached_session():
batch_size = 6
probs = constant_op.constant([[.2, .3, .5]] * batch_size)
probs_v = np.array([.2, .3, .5])
total_count = 5.
x = np.array([[2., 3., 4., 5., 6., 7.]], dtype=np.float32).T
negbinom = negative_binomial.NegativeBinomial(
total_count=total_count, probs=probs)
expected_log_pmf = stats.nbinom.logpmf(x,
n=total_count,
p=1 - probs_v)
log_pmf = negbinom.log_prob(x)
log_pmf_values = log_pmf.eval()
self.assertEqual([6, 3], log_pmf.get_shape())
self.assertAllClose(expected_log_pmf, log_pmf_values)
pmf = negbinom.prob(x)
pmf_values = pmf.eval()
self.assertEqual([6, 3], pmf.get_shape())
self.assertAllClose(np.exp(expected_log_pmf), pmf_values)
